Are return predictors of industrial equity indexes common across regions?
Year of publication: |
2023
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Authors: | Bengitöz, Pelin ; Umutlu, Mehmet |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 24.2023, 5, p. 396-418
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Subject: | Return predictability | International portfolio management | Industrial equity indexes | Cross-section of indexreturns | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Aktienindex | Stock index |
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